NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	60.80	61.00	0.20	0.3%	66.60
High	61.60	62.21	0.61	1.0%	66.60
Low	59.30	60.02	0.72	1.2%	59.82
Close	60.56	60.39	-0.17	-0.3%	60.88
Range	2.30	2.19	-0.11	-4.8%	6.78
ATR	2.57	2.54	-0.03	-1.1%	0.00
Volume	123,880	136,286	12,406	10.0%	515,305

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.44	66.11	61.59
R3	65.25	63.92	60.99
R2	63.06	63.06	60.79
R1	61.73	61.73	60.59	61.30
PP	60.87	60.87	60.87	60.66
S1	59.54	59.54	60.19	59.11
S2	58.68	58.68	59.99
S3	56.49	57.35	59.79
S4	54.30	55.16	59.19

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.77	78.61	64.61
R3	75.99	71.83	62.74
R2	69.21	69.21	62.12
R1	65.05	65.05	61.50	63.74
PP	62.43	62.43	62.43	61.78
S1	58.27	58.27	60.26	56.96
S2	55.65	55.65	59.64
S3	48.87	51.49	59.02
S4	42.09	44.71	57.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.62	59.30	4.32	7.2%	2.31	3.8%	25%	False	False	122,569
10	72.74	59.30	13.44	22.3%	2.49	4.1%	8%	False	False	103,254
20	74.25	59.30	14.95	24.8%	2.69	4.4%	7%	False	False	76,754
40	74.66	59.30	15.36	25.4%	2.43	4.0%	7%	False	False	56,815
60	74.66	51.96	22.70	37.6%	2.30	3.8%	37%	False	False	43,603
80	74.66	51.96	22.70	37.6%	2.19	3.6%	37%	False	False	35,198
100	74.66	45.32	29.34	48.6%	2.26	3.7%	51%	False	False	29,999
120	74.66	44.19	30.47	50.5%	2.23	3.7%	53%	False	False	25,860

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.65
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	71.52
2.618	67.94
1.618	65.75
1.000	64.40
0.618	63.56
HIGH	62.21
0.618	61.37
0.500	61.12
0.382	60.86
LOW	60.02
0.618	58.67
1.000	57.83
1.618	56.48
2.618	54.29
4.250	50.71

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	61.12	60.76
PP	60.87	60.63
S1	60.63	60.51

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These figures are updated between 7pm and 10pm EST after a trading day.

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